+32.7%
TNA vs HAS
+97.5%
-64.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.3% |
| 7D | +3.7% | +1.4% | +2.3% | +2.5% |
| 30D | +4.4% | +26.3% | -21.9% | -17.9% |
| 3M | -26.7% | +25.6% | -52.3% | -42.2% |
| 6M | -12.8% | +30.3% | -43.1% | -35.8% |
| YTD | +22.7% | +50.4% | -27.7% | -23.3% |
| 1Y | +35.7% | +57.7% | -22.1% | -19.1% |
| 3Y | +134.6% | +213.4% | -78.8% | -32.4% |
| 5Y | -46.0% | +49.1% | -95.1% | -64.1% |
| All | +32.7% | +97.5% | -64.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling